+295.5%
SPGI vs ESI
+307.6%
-12.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -2.5% | +5.4% | -7.9% | -3.9% |
| 30D | +5.4% | -4.2% | +9.6% | +6.4% |
| 3M | +9.0% | -9.6% | +18.7% | +10.2% |
| 6M | +0.8% | +18.3% | -17.5% | -8.0% |
| YTD | -12.6% | +45.8% | -58.4% | -26.2% |
| 1Y | -16.1% | +39.2% | -55.3% | -28.7% |
| 3Y | +19.0% | +86.3% | -67.3% | -11.2% |
| 5Y | +5.1% | +76.2% | -71.2% | -22.1% |
| 10Y | +295.5% | +306.8% | -11.3% | +101.8% |
| All | +295.5% | +307.6% | -12.2% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling